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Dec 7

Week In Review 071211 Machine Learning Python

Posted by abiao at 12:05 | Review | Comments(0) | Reads(4509)
My flight to Australia will be tomorrow, so this post is the one ahead of schedule.

mlpy - Machine Learning Python: mlpy is a free Python module for Machine Learning. It facilitates classification, regression, clustering and feature selection in Python.

Global Optimization Algorithms – Theory and Application: a free ebook on global optimization, algorithms including Evolutionary Algorithms, Genetic Algorithms, Genetic Programming, Learning Classifier Systems, Hill Climbing, Simulated Annealing... Not easy to understand but worth to save it.

Improved Moving Average Code, and Improved Moving Average?: both posts are aiming to introduce a newly improved moving average trading strategy with detailed codes and examples.

How Expected Shortfall Can Simplify the Equally-Weighted Risk Contribution Portfolio: compare the performance of portfolios under several construction strategies: minimum variance, equally weighted, and Expected Shortfall stable.


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